arXiv:2609. 12590v1 Announce Type: cross Abstract: We investigate the stochastic-gradient query complexity of sampling smooth strongly log-concave distributions in any fixed Euclidean dimension.
arXiv:2512. 24152v2 Announce Type: replace-cross Abstract: Sampling based on score diffusions has led to striking empirical results, and has attracted considerable attention from various research communities.
arXiv:2609.06906v1 Announce Type: cross Abstract: We develop a new low-accuracy sampler, called \emph{smoothed Picard Hamiltonian Monte Carlo}, which combines Gaussian smoothing, Picard iteration, an...
arXiv:2607. 28413v1 Announce Type: cross Abstract: Let $\mu(d x)\propto e^{-U(x)} d x$ on $\R^d$, where $U$ is $m$-strongly convex and $L$-smooth, and denote by $\kappa=L/m$ the condition number.
arXiv:2609.06905v1 Announce Type: cross Abstract: We study the problem of sampling from $\mu(\mathrm{d}x)\propto e^{-V(x)}\,\mathrm{d}x$ on $\mathbb{R}^d$, where $V$ is $\alpha$-strongly convex and $...
arXiv:2607. 12902v1 Announce Type: cross Abstract: We show the Randomized Hamiltonian Monte Carlo (RHMC) algorithm has accelerated mixing time guarantees for sampling from log-concave probability distributions.
The paper establishes the first polynomial lower bounds on the number of parallel rounds required for diffusion sampling with approximate scores. It proves a “~Ω(d^{1/3})” lower bound for sampling smooth, near‑isotropic Gaussian mixtures in ℝ^d, and an Ω(d) lower bound for uniform sampling from anisotropic axis‑aligned boxes inside the unit ball. These bounds apply to any randomized algorithm that can make polynomially many queries per round at arbitrary locations and noise levels, while maintaining inverse‑polynomial score error and constant total variation accuracy.
We show the Randomized Hamiltonian Monte Carlo (RHMC) algorithm has accelerated mixing time guarantees for sampling from log-concave probability distributions. RHMC proceeds by repeatedly simulating the continuous-time Hamiltonian dynamics for some random integration times, and resetting the velocity to be an independent Gaussian random variable between each simulation.
arXiv:2609.15268v1 Announce Type: new Abstract: We revisit Valiant's algorithm (Commun. ACM'84) for learning $n$-variable CNF formulas with clause size $k$ and variable degree $d$ from i.i.d. uniform...
arXiv:2509. 26175v2 Announce Type: replace Abstract: The Metropolis-within-Gibbs (MwG) algorithm is a widely used Markov chain Monte Carlo method for sampling from high-dimensional distributions when exact conditional sampling is intractable.
arXiv:2603. 25622v2 Announce Type: replace-cross Abstract: We present an efficient algorithm for uniformly sampling from an arbitrary compact body $\mathcal{X} \subset \mathbb{R}^n$ from a warm start under isoperimetry and a natural volume growth condition.
arXiv:2609. 26647v1 Announce Type: cross Abstract: We study statistical rates in entropic optimal transport in the semi-discrete regime where one measure has finite support and the other is subGaussian.